Financial Modeling of the Equity Market: From CAPM to Cointegration por Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N

Hoboken: Wiley, 2006. hardcover. near fine. Illustrated with diagrams throughout. xx, 651 pages. 8vo, red glossy pictorial boards. NJ: John Wiley & Sons Inc., (2006). A near fine copy with a clean interior and a small bump on the front cover.<br/> <br/> From the Frank J. Fabozzi Series.<br/> <br/>

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.

Wiley. New. BRAND NEW, GIFT QUALITY! NOT OVERSTOCKS OR MARKED UP REMAINDERS! DIRECT FROM THE PUBLISHER!

Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Financial Modeling of the Equity Market: From CAPM to Cointegration.

New. An inside look at modern approaches to modeling equity portfolios. &quot;Financial Modeling of the Equity Market&quot; is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are… Ler mais

Hardback. New. An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance.

Wiley, 2006-01-03. Hardcover. New. New. In shrink wrap. Looks like an interesting title!

John Wiley & Sons Inc, 2006. Hardcover. New. illustrated edition. 651 pages. 9.25x6.00x1.50 inches.

John Wiley & Sons Inc, 2006. Hardcover. New. illustrated edition. 651 pages. 9.25x6.00x1.50 inches.